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Benchmarks and Attribution Analysis
by Christopher G. Luck, Thomas M. Richards, Kevin Terhaar, Jeffrey V. Bailey, Wayne A. Kozun, Lee N. Price
Product Group: Book
Publisher: AIMR (CFA Institute) (2001-06-01)
ISBN: 0935015647
EAN: 9780935015645
Paperback: 64 pages
SKU: 081007002
Condition: Used: Very Good
Comments: This copy is in very good condition. No visible markings, highlights, underlining, tears to text. Tight spine. No Dust Jacket. Back Soft Cover has name/address. Front soft cover has small faded greyish mark, with tiny scratches to front/back. Light/minimum, shelf/edge wear. Great copy, worth having at an affordable price. (7H-4)
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Product Description
Investment performance, whether of portfolios or individual managers, cannot be evaluated without a performance yardstick (i.e., a benchmark); however, selecting the wrong benchmark can be as damaging as poor portfolio management. The authors in this proceedings discuss what constitutes an appropriate benchmark, how to select appropriate benchmarks, and how to conduct attribution analysis, looking at both risk and return.
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